Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (Q2231017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes |
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Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes (English)
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29 September 2021
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\textit{ARFIMA}
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forecast intervals
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fractionally integrated time series
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long memory processes
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autoregressive approximations
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